-45.5%
MULL vs TLN
+0.2%
-45.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -0.7% |
| 7D | +24.5% | +11.0% | +13.5% | +6.8% |
| 30D | -35.5% | +4.9% | -40.4% | -37.8% |
| 3M | -44.8% | +4.9% | -49.7% | -48.0% |
| 6M | -45.5% | +7.1% | -52.6% | -44.0% |
| All | -45.5% | +0.2% | -45.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling